Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48250.71 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46050.07 Kr¶

PnL: ---------------------------------------> -2172.18 Kr¶

DD now: ---------------------------------> -7.339 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:50:17.110476'

Anic Portfolio¶

Today¶

Return: -0.455 %¶

This Week¶

Return: -0.455 %¶

Total¶

Return: 57.96 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.780000 832.500000 134.500000 19.270000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Stillfront Group 38 -2.930000 704.520000 18.520000 2.700000 686.000016
Tietoevry 2 -2.060000 648.000000 10.000000 1.570000 638.000000
Vitec Software Group B 1 -2.130000 492.800000 7.800000 1.610000 485.000000
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
MEKO 13 -2.280000 1558.700000 4.700000 0.300000 1554.000006
SKF A 3 -4.160000 588.000000 -5.000000 -0.840000 593.000001
G5 Entertainment 3 -1.460000 566.400000 -5.600000 -0.980000 572.000001
Mycronic 3 -3.410000 645.000000 -7.000000 -1.070000 651.999999
SKF B 3 -4.660000 586.050000 -9.950000 -1.670000 596.000001
ASSA ABLOY B 2 -2.270000 499.000000 -15.000000 -2.920000 514.000000
Addnode Group B 6 -3.280000 690.600000 -18.400000 -2.600000 709.000002
Embracer Group B 14 -5.740000 669.620000 -19.380000 -2.810000 689.000004
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
ITAB Shop Concept 56 -3.720000 666.400000 -24.600000 -3.560000 691.000016
Husqvarna A 7 -4.420000 604.800000 -28.200000 -4.450000 632.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
Fastighetsbolaget Emilshus B 23 23.370000 666.540000 -28.460000 -4.090000 694.999993
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Husqvarna B 7 -4.420000 605.220000 -34.780000 -5.430000 639.999997
Avanza Bank Holding 2 -7.690000 472.800000 -38.200000 -7.480000 511.000000
Arion Banki SDB 61 -1.820000 657.580000 -39.420000 -5.660000 697.000030
Swedbank A 3 -3.840000 574.200000 -43.800000 -7.090000 618.000000
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Lagercrantz Group B 5 -3.630000 558.000000 -49.000000 -8.070000 607.000000
Collector Bank 29 -6.890000 1183.780000 -50.220000 -4.070000 1233.999996
Dustin Group 18 -5.000000 608.400000 -61.600000 -9.190000 669.999996
Mips 1 -3.580000 466.300000 -62.700000 -11.850000 529.000000
Nordea Bank Abp 30 -4.300000 3690.000000 -73.000000 -1.940000 3762.999990
AFRY 3 -3.710000 514.500000 -80.500000 -13.530000 594.999999
Viaplay Group B 4 -6.220000 940.400000 -96.600000 -9.320000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.430000 542.980000 -140.020000 -20.500000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.840000 3523.200000 -614.800000 -14.860000 4138.000000
TOTAL 46050.070000 -2172.180000 -7.3394% 48222.250041

Updated:¶

'2023-03-13 13:50:30.928060'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶